+720.7%
CMS vs POET
-20.8%
+741.5%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | POET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +8.0% | -8.2% | -0.3% |
| 7D | +0.4% | +5.6% | -5.2% | +0.3% |
| 30D | -3.6% | -2.1% | -1.5% | -3.6% |
| 3M | -1.9% | -48.8% | +46.9% | -1.3% |
| 6M | -11.0% | +15.8% | -26.8% | -12.1% |
| YTD | +0.2% | +25.1% | -24.9% | -1.2% |
| 1Y | -1.3% | +50.6% | -51.9% | -3.3% |
| 3Y | +35.9% | +107.9% | -71.9% | +29.9% |
| 5Y | +23.1% | -11.0% | +34.1% | +18.3% |
| 10Y | +117.9% | +25.7% | +92.2% | +102.8% |
| All | +720.7% | -20.8% | +741.5% | +628.5% |
Cumulative growth
Daily Returns
Daily percentage return beside POET.
Daily Out/Under-Performance
Portfolio return minus POET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × POET return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded POET wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling